Portfolio Optimization using Sharpe&Sortino

In this project, we aim to optimize a portfolio consisting of 10 stocks using two popular risk-adjusted performance measures: the Sharpe ratio and the Sortino ratio. Portfolio optimization plays a crucial role in the field of finance and can help investors make informed decisions by maximizing returns while managing risk effectively.

First, we will use historical data from June 2010 to June 2016, after that we will look into the performance of our optimized portfolios over the period from the remaining of 2016 to December 2019. The project was executed with Jupyter Notebook in VS Code, and there is also an Excel version.

Link to full Git Hub repository to find both notebooks and excel workbook: GitHub repo